Rosgosstrakh PJSC APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.02% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.59 | |
| 0.0437 | 0.17 | |
| 0.9563 | 131.19 | |
| 1.0000 | 0.10 | |
| 1.2804 | 4.44 |
Estimation Period:
Nov 25, 2013 to May 30, 2025
Nov 25, 2013 to May 30, 2025
News Impact Curve
Volatility Forecasts
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